The Reds are in largely positive shape heading into the business end of the season, but were dealt a particular blow with Henderson’s hamstring injury last week.
Henderson is expected to miss the next three games, and could return for the Champions League decider at home to Atletico Madrid on March 11, though the extent of Shaqiri’s layoff is unclear.
Meanwhile, Klopp explained that Henderson and Shaqiri are “coming closer,” but neither are expected for the trip to Stamford Bridge.
“All coming closer, much closer. Hendo is running, Milly is running and even more,” he told reporters ahead of Saturday’s visit to Watford.
“It wasn’t enough for this game now, but we will see especially with Milly what we can do for Tuesday.
“Not sure about Hendo and Shaq, not yet, but they’re all coming closer. All good.”
The quarter-final could see more alterations, as Klopp could reward a host of youngsters for their cup performances so far, with the likes of Neco Williams, Harvey Elliott and Curtis Jones in contention.
His most recent substitute outing in either competition came in the 2-0 win over Watford at Anfield on December 14.